VizMetrics Adaptive Portfolio

for period ending October 31, 2024


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  Overview

t.aaad is the Recipe ID for this portfolio recipe

This Recipe ID appears in the scatterplots and comparisons below.

Portfolio Recipe Provider   VizMetrics (www.vizmetrics.com)

Description   VizMetrics Adaptive Portfolio gives investors access to a dynamic portfolio that uses an adaptive asset allocation algorithm that maximizes risk-adjusted return and responds to market conditions. This portfolio recipe uses exchange-traded funds and strives to achieve a favorable risk-adjusted return by using an adaptive algorithm to maximize total return and minimize volatility.

Category   Tactical: DIY. This portfolio recipe is tactical (dynamic) and do-it-yourself.

Ingredients Used   This portfolio recipe invests in up to three exchange-traded funds (ETFs). These three ingredients are chosen from a set of 9 possible asset class ETFs. The percentage allocation (i.e., weighting) to each of these ETFs is selected using a dynamic allocation algorithm based on momentum and volatility.

Peer Group   Tactical: DIY


You can see how this recipe has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio recipe is created using an adaptive algorithm that applies both momentum and volatility metrics to choose the ingredients and weightings for each of the four asset class ETFs in this portfolio recipe. VizMetrics Adaptive Portfolio uses a tactical (also called "dynamic" or "active") asset allocation approach. This Folio is allowed to choose from 9 ETFs that represent major asset classes. The steps to create this portfolio are as follows:

  1. VizMetrics defines the set of possible asset classes that can be used as ingredients for this portfolio recipe. The 9 asset classes are as follows: U.S. Large Cap Equity, U.S. Small Cap Equity, NASDAQ 100 Equity, U.S. Real Estate, U.S. Long Term Treasury Bonds, Emerging Markets Equity, International Developed Markets Equity, Gold, and Commodities.

  2. VizMetrics chooses one ETF to represent each asset class, based on liquidity, history, and cost considerations. The ETFs chosen to represent the asset classes are as follows: SPY, IWM, QQQ, IYR, TLT, EEM, EFA, GLD, DBC.

  3. Each month, VizMetrics ranks the nine ETFs based on momentum and chooses the top three ETFs.

  4. VizMetrics applies a percentage allocation to the chosen ETFs which minimizes the variance of the overall portfolio.

Cost   Access to this portfolio recipe is included at no extra charge as part of your VizMetrics Investor subscription. You can invest in this portfolio recipe using the Recipe Ingredients listed below at your favorite brokerage. See How to Invest, below.



  How to Invest

Note: Access to the monthly portfolio allocations is only available to paid subscribers. Subscribe to view the complete version of the portfolio allocation percentages.



  How to Rebalance

Update frequency:   The recipe for this portfolio can change monthly. In other words, the ingredients and percentage allocation to each ingredient can change at the beginning of each month. Therefore, this portfolio requires a few minutes each month to buy or sell the ingredients to match the updated portfolio recipe.

Rebalancing steps
You need to update this portfolio each month to adhere to this portfolio's recipe. See How to rebalance your portfolio



  Compare: Total Return

for period ending October 31, 2024

5-year graph ● t.aaad ● Global equities (ACWI) ● U.S. equities (SPY) ● U.S. bonds (BND) ● 60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
  YTD      1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 11.2% -0.1% 18.9% 2.2% 11.9% 7.7% 10.0% 12.0%
Peer Group* average
60% Equity / 40% Bonds 12.4% -1.4% 26.3% 3.7% 8.7% 8.2% 9.4% 7.8%
Global Equities (ACWI) 16.0% -2.1% 32.4% 5.5% 11.1% 9.1% 9.6%  
U.S. Equities (SPY) 20.8% -0.9% 37.8% 9.0% 15.2% 12.9% 14.1% 10.5%
U.S. Bonds (BND) 2.0% -2.5% 10.4% -2.3% -0.3% 1.5% 2.3% 3.0%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 15.7590663794881% 1.83768002781722% 21.7043446600705% 4.44743250985871% 6.72316754370152% 3.88455572805746% 5.4088929435236% 0%
t.dbnd 6.90165728777112% -0.579071270819398% 19.3292159970185% 5.62191739847653% 6.56529225352751% 5.20013432918915% 0% 0%
t.qaro 19.3120877470438% 1.7735625321112% 37.3554484000675% 7.3012908539315% 8.11769943227731% 6.26924332311243% 5.70249396236124% 5.16135767436994%
t.acap 21.0653912963547% 0.0172250862325829% 34.8662984194723% 1.61265053926636% 3.7343832151123% 5.26312299898668% 7.82719615504508% 8.23830250526905%
t.trdd 15.0724198343464% -3.0607994550632% 20.9114503992682% -2.80169439972106% 3.82992445604373% 4.62143792908001% 8.08318830576937% 8.92894384861207%
t.shar 13.57893081084% -2.17553378945181% 19.4425545735126% -0.0131080472284495% 10.4500635470196% 7.2800536167712% 10.1386880934565% 10.0787670681658%
t.tris 15.3306541317294% -2.68690222296289% 21.8258146496809% 3.67843165799651% 8.62316664583735% 5.61266939705416% 7.3894842564094% 8.59686442377088%
t.tret 17.0018337266548% -2.94284612218476% 23.3904415104114% -1.85289228713365% 4.148371344985% 5.28442781300256% 8.48008572702679% 9.20733139743761%
t.rsop 14.0485381037893% -2.13542622975313% 30.7132226924027% 3.46266186534683% 8.21705185886132% 8.08695725320645% 9.64617751087662% 9.10294248493635%
t.rpcl 14.0181172330767% -1.91060741021552% 29.5839422880714% 2.97445958494245% 4.23092688295952% 5.95790744860591% 7.19374937062078% 8.15121402289849%
t.risd 14.4382980923947% -3.80113177826243% 23.1680401205203% 3.84267741543582% 6.79925595117179% 7.57785625895258% 9.12935279849096% 8.85457144314468%
t.mva3 16.3353905392198% -2.47879609347356% 29.0107446145683% 4.19844181984832% 7.23748133513522% 7.74670498136965% 9.68137463412237% 9.67046897418753%
t.mva2 12.7793212196063% -2.71752348466239% 24.7618261569421% 2.49646552576821% 5.12308152509193% 6.23754452384095% 7.95884390521995% 8.38421975108079%
t.mca2 13.3287000992942% -2.40713200961565% 28.303972637998% 2.39618895478919% 5.97148419900666% 6.68304914734068% 8.00202771248075% 8.34546514620462%
t.mca1 12.1115731303661% -2.56495124439137% 25.5709032058762% 1.2779808097273% 4.9152271899459% 5.98605752025421% 7.53961790039788% 7.9915078048296%
t.madd 16.983069944766% -2.33899598641375% 26.9722702717726% 3.81202493512047% 5.9317809766027% 7.27822697648031% 9.16273157104848% 9.01696721311063%
t.loss 20.1396938009817% -1.30295367891098% 29.1853083839666% 4.43746831117833% 6.26236477594309% 7.27229580902624% 9.09622416924549% 8.84303168592333%
t.eqrc 13.1822887633156% -2.47009849477424% 28.3701881206162% 2.09754610819968% 5.85419263609599% 6.79133143121409% 8.41096503037839% 8.68577643415136%
t.cvar 23.4026925062269% -0.604532800074321% 32.0483723666388% 5.91676247262143% 6.12883029980882% 7.19835396896726% 8.94888129571068% 8.51498170504685%
t.cdar 6.15361559254666% -4.25683029845949% 18.4660188021502% 2.17606183933163% 6.96583248752249% 6.97256870589298% 9.66712328126704% 9.53615184583707%
t.srt3 23.5267028578046% 1.35620762836337% 31.4415959207071% 7.58455301342045% 14.4410093707102% 10.7172108429119% 11.6476804076852% 0%
t.srt5 26.0652255834072% 2.55347446056718% 50.6463811540822% 11.8131127221397% 19.372001935714% 12.9746909769403% 14.8219607035723% 0%
t.srrs 15.9343625060523% -1.77706789353366% 25.485410498686% 6.75551124608011% 12.7792397116649% 9.76837243085749% 10.7236881026987% 0%
t.srqr 115.716413345159% 9.9498425288697% 210.102078678852% 47.7117240561394% 37.4959706662472% 21.9363078525077% 25.6655818118756% 0%
t.pure -2.90191792024941% -3.07457479284779% 11.8862675090457% -0.850805644079566% 12.9728757871035% 7.4023585007255% 12.9565861735055% 16.388168194212%
t.frs4 7.38877694288882% -3.22766442040315% 13.0828786122935% 1.84925203052824% 7.6335579301404% 5.79365468073711% 6.16278475698939% 7.39665669359713%
t.frs3 10.7852838719165% -3.17427217409089% 17.8007631765456% 4.69511197975594% 11.3593325371542% 8.48342810326748% 9.13921193761804% 9.84215130004871%
t.frs2 14.7109731728234% -2.12447973099154% 19.5658822008256% 7.57918568789397% 12.3551023666371% 7.49381799817113% 8.77020993629842% 9.29149392168862%
t.frs1 19.1111398740127% -3.35660028741531% 25.8600394964775% 6.83637025695822% 11.5647784712377% 8.37358573968478% 8.84527471250329% 9.37829985523515%
t.eqwt 13.1481844962755% -2.02179799741296% 30.7544238341733% 2.80059156087327% 8.3790350295136% 8.1561163444634% 9.54196346098692% 8.84097723735584%
t.sort 12.0334996891003% -2.46366533144131% 17.3813364594919% -0.293441264645644% 10.6265080711176% 7.1124913746873% 9.85851509477243% 9.83840247892482%
t.rpba 14.4300700369914% -2.11547629332353% 31.0007931248691% 3.47008623766236% 8.26266577481389% 8.15081071268873% 9.7712836783133% 9.28229853830713%
t.mvar 17.0018337266548% -2.94284612218476% 27.1591333378255% 5.27860885764162% 7.20469777537389% 7.76225216958817% 9.4885811543292% 9.25542402749404%
t.madm 16.983069944766% -2.33899598641375% 26.9722702717726% 3.81202493512047% 5.9317809766027% 7.27822697648031% 9.18779623319235% 9.03574006943158%
t.dist 13.0451524527479% -1.73923874761077% 30.3097952260712% 2.10784242460658% 3.83497198517544% 6.07364990282591% 7.26633460366188% 8.18752124479005%
t.mdiv 14.6419359597696% -2.54719775988181% 28.6223172660742% 1.02600828197257% 4.34683459506959% 5.27515553270799% 7.89901634756864% 8.16593594075512%
t.coco 15.2287071691062% -2.20213708229946% 31.0047118746371% 1.07579835775928% 6.47419811916825% 6.11086741359907% 8.36043685445511% 8.48274626881196%
t.aaaf 24.8423189285092% -1.30697840470806% 35.5866331541469% 7.72467459777033% 13.6508725109413% 11.8673536438158% 14.5400529567197% 13.5626776508813%
t.aaae 13.2056858695101% -0.860549743690144% 27.1438366044502% 1.77648361523703% 10.8081291088437% 7.85063228803282% 9.52590147567141% 11.016493552311%
t.aaad 11.1615842205212% -0.0777730474268477% 18.859859449025% 2.17739351947737% 11.9435456488435% 7.6569154468459% 10.0189012655473% 11.9786415348021%
t.aaac 15.9407906027131% 0.818252639167876% 26.3469015628899% 0.445117432333086% 6.53120839886168% 5.85562201246448% 7.81655501001364% 9.77177482284943%
t.aaab 15.3559023610931% 0.408549196210046% 25.6608679705087% 0.302133696043083% 6.60510740298188% 5.93632977956429% 7.92255832128201% 9.83800464772298%
t.aaaa 15.5791154583861% -0.201996518313386% 27.670620863161% 3.22933214363146% 9.42133866200514% 7.58129632724955% 8.62118122928754% 10.158367482592%
Historical Return
 
t.aaad 15.3% 28.7% 25.6% -15.1% 13.5%
Peer Group* average
60% Equity / 40% Bonds 21.8% 16.4% 14.0% -16.7% 17.5%
Global Equities (ACWI) 26.6% 16.3% 18.7% -18.4% 22.3%
U.S. Equities (SPY) 31.2% 18.4% 28.7% -18.2% 26.2%
U.S. Bonds (BND) 8.8% 7.7% -1.9% -13.1% 5.4%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.5528263738119% 17.6857889432378% -0.424179698869032% -7.18336076125054% 8.04433480523521%
t.dbnd 7.89527648446944% 12.4001641494272% 3.44397661063875% -1.7673793678378% 10.6400593174128%
t.qaro 18.638557336863% 13.7524210493494% 4.59240204628992% -11.1438326553824% 15.3386927829938%
t.acap 22.5954450699449% -3.15591381489754% 20.4432160619124% -22.45403221641% 7.40184469105014%
t.trdd 17.1679915133908% 18.8888487461911% 9.87152300964638% -26.0476121532499% 6.36635125071483%
t.shar 14.3774665226362% 31.8518384438335% 23.4411606259802% -21.87479682622% 12.3218052604971%
t.tris 9.7358141457299% 18.8765310933997% 15.142112269322% -13.2151489279659% 10.3892915506608%
t.tret 21.1645711423046% 18.8265028997918% 8.47801777380577% -26.0296350385373% 7.36180722098361%
t.rsop 23.0816421078498% 16.6788574299794% 12.9632353675667% -19.3414043196725% 18.2419777264708%
t.rpcl 20.4564521501266% 6.18574792773916% 6.10522651436409% -17.3138973124509% 14.235592105237%
t.risd 20.1707255718049% 16.4207546051224% 6.27488285821169% -17.0795987959738% 15.6705918175895%
t.mva3 18.456432192481% 16.4475057805443% 8.29647793772845% -16.6430053414138% 14.1334152915745%
t.mva2 19.0127460750623% 13.9423358513251% 5.32238855516891% -17.0409959438868% 12.7837931445343%
t.mca2 19.4458050660633% 14.459818862544% 8.9068513656305% -18.9457469665729% 14.7510299013823%
t.mca1 19.9263951661004% 15.9342003247503% 6.10410986942322% -18.751642966597% 11.8822854915719%
t.madd 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.loss 19.2213421644676% 15.2813151091985% 3.09414417690548% -18.479249626044% 13.031568361609%
t.eqrc 20.6782152873476% 13.7733136019478% 8.82676076930242% -19.5964571862675% 14.9855260511003%
t.cvar 16.6031554779517% 10.8257013044757% 0.759134878710621% -18.0142669945865% 16.2212575296877%
t.cdar 16.1367897597023% 18.6570928662247% 7.5552738288192% -15.8396274872416% 20.5750399487302%
t.srt3 6.53264943133633% 33.3253799119496% 12.6920037171253% -4.66110537752611% 3.76595072486461%
t.srt5 23.3851014155791% 42.428645738185% 13.3683816400023% -0.0377534476435293% 10.7408896298008%
t.srrs 19.2384317792708% 14.530996789793% 28.890913509327% -4.05917982551871% 5.15194903910461%
t.srqr -13.2872485801913% 19.9565693064752% 9.25312744122639% 20.7261796509901% 35.7843164035702%
t.pure 9.57014685321635% 38.7337197655583% 29.8707683196271% -30.1397064440225% 39.2701153505725%
t.frs4 10.2571183011313% 4.79243329096743% 28.9596335134098% -8.71103462588398% 6.76423807600433%
t.frs3 13.0976401501333% 13.3896805677203% 31.6871352500162% -9.40291629311235% 11.1850931254423%
t.frs2 12.3787701252221% 5.82230661463172% 33.6879639179315% -2.1721698717026% 9.48474896909841%
t.frs1 18.4376419643805% 11.8936515284869% 24.8239629975502% -1.66592365448264% 4.02750319776695%
t.eqwt 24.9881784702095% 19.2013419507117% 13.021617406844% -20.392117109815% 18.7871213530999%
t.sort 12.3278339229661% 34.1810346882099% 22.673599865263% -21.8579334248415% 13.4524209330745%
t.rpba 22.2122730652747% 16.7651720839806% 13.0003607484082% -19.5380347547834% 18.2281640302314%
t.mvar 21.2720998059497% 13.7854873506792% 6.2517777007832% -16.5887215609709% 17.3063290729272%
t.madm 20.4169674261333% 10.5160149264737% 7.26372272447371% -19.4480347710231% 17.0288553895919%
t.dist 24.8455139651587% 6.401488104259% 6.57477338910426% -19.2648644355954% 14.8065928418213%
t.mdiv 20.5514308659646% 13.5340524280839% 4.9292667911002% -22.903221678147% 15.3975078542072%
t.coco 21.72001792611% 22.9771500403719% 6.21247145397237% -23.2582939265105% 16.1944748615217%
t.aaaf 14.5280182272117% 18.8478559766322% 24.9592656712499% -12.8611500959783% 15.2553856004544%
t.aaae 11.4295660761434% 26.4433173099597% 17.9844768345203% -20.6677076909989% 17.3619246036437%
t.aaad 15.2981593433007% 28.6877582551626% 25.6368061423383% -15.1236057862516% 13.4736870831487%
t.aaac 7.01730045619473% 12.0110148346848% 14.5779268357423% -17.7181609028232% 7.5985638021292%
t.aaab 7.24222937134085% 12.53479302481% 15.0698785073506% -18.0799629226466% 8.03786160945619%
t.aaaa 6.74053492007829% 13.3104758122727% 20.1360239536609% -16.2467835025164% 14.2840037094768%


  Compare: Risk vs. Return

for period ending October 31, 2024

Note: This Free subscription only includes access to the 1-year data. Subscribe for full access to 3-, 5-, 10-, 15-, and 20-year metrics. For each Portfolio Recipe, get access to investable allocations, sortable lists, and clickable scatterplots.

Maximum Drawdown vs. Annual Return
● t.aaad ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Downside Deviation vs. Annual Return
● t.aaad ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
Standard Deviation vs. Annual Return
● t.aaad ● Peer group ● All other recipes ● S&P 500 (SPY) ● U.S. Bonds (BND) ● Balanced (60% Equity / 40% Bonds)
 
Risk vs. Return Compass*
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad risk vs. 60/40 Better Worse Worse Worse Worse Worse
t.aaad return vs. 60/40 Worse Worse Better Worse Better Better
Risk-Return Quadrant
SW SE NE SE NE NE
Risk-Return Direction 195° 160° 11° 114° 69° 16°
Risk-Return Magnitude 7.7 1.6 3.3 1.2 1.6 4.4
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* compares t.aaad to s.6040 on the scatterplot "Downside Deviation vs. Annual Return"
M-squared
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad -7.7% -7.6% -0.8% -3.9% -2.2% 3.5%
Peer Group* average
60% Equity / 40% Bonds -7.4% -5.8% -4.2% -1.9% -0.6% 0.4%
Global Equities (ACWI) -5.3% -3.4% -3.8% -3.5% -4.7%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -24.6% -20.4% -21.6% -12.6% -9.7% -4.5%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 9.40444824344045% -5.55773093774018% -2.35853737984855% -6.7030974856836% -4.61834374565458% 0%
t.dbnd -12.2846834664965% -2.90160773600575% -3.98764845174436% -2.8162943398501% 0% 0%
t.qaro 0.848489412198155% -0.998393462491367% -4.82564106357126% -4.84925327771223% -6.48150954132662% -3.67203345613979%
t.acap 0.481410133931369% -8.60574474271138% -11.1956168513905% -6.24412903404191% -3.91299474552691% 0.147841216963672%
t.trdd -9.54356597780658% -14.4027252765764% -11.0504305915541% -7.26149336334368% -2.95155115605546% 1.59128171554189%
t.shar -10.1422228150226% -11.5960996457569% -1.79154012725438% -3.69447933340586% -1.0050256404952% 1.6394947944801%
t.tris -6.14075112107544% -5.87921175023266% -3.97146371976114% -5.90041071222122% -4.59494384688063% 0.495169044909421%
t.tret -6.39283157529656% -12.9947033267746% -10.5982597261209% -6.31685507386234% -2.1982271376479% 2.17582125382748%
t.rsop -7.15831017129853% -5.74217447145153% -5.7929433299697% -3.0743917833956% -2.18752546323387% 0.432587335857589%
t.rpcl -7.16033423942911% -6.54125061528899% -10.525298040187% -5.27308942988912% -4.36759128396666% 0.669770221888925%
t.risd -9.88608118229584% -5.57770065314828% -6.50239316959238% -2.23307329202965% -0.0857922852316531% 2.71650536634658%
t.mva3 -2.49463464472568% -5.07324434952966% -5.93275003595176% -2.16605331757127% 0.109278351001064% 3.48771851680667%
t.mva2 -9.26730554333007% -7.38019243774668% -8.98868297684508% -4.46319808961965% -2.4610201929751% 1.48383245253674%
t.mca2 -8.5400320124823% -7.2364044661216% -8.01448339545457% -4.02517819846525% -2.5789930769398% 1.28029300274873%
t.mca1 -10.4066763643167% -8.79733878667403% -9.42478168099476% -4.97907655429871% -3.28286710772138% 0.83247007770408%
t.madd -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.219612519268944% 3.1104863095751%
t.loss 3.57074915876328% -4.79263689132388% -7.24512974184397% -2.76288408450521% -0.46044894280878% 2.22669420988406%
t.eqrc -8.63352768653331% -7.52383268059995% -8.25031003074749% -3.92193956239781% -1.96148922899671% 1.73087685706718%
t.cvar 4.5521885837061% -2.7916080520525% -7.59582791990912% -2.89833179881657% -0.848288239715339% 1.83168118958129%
t.cdar -20.649280623594% -7.58477088528134% -6.56829584114014% -3.66326102748749% -0.345026375671534% 2.40994596208945%
t.srt3 -11.6923604771268% -0.80322265492593% 0.903133697022936% -1.73481362746734% -1.77688568412287% 0%
t.srt5 3.54932149257833% 2.32315422548285% 3.61111635020471% -0.463359264417358% -0.901076581764132% 0%
t.srrs -6.93216904928277% -1.70823246540571% 1.03423556581704% -0.730000001473536% -0.692376656060828% 0%
t.srqr 22.6617639596148% 10.3624361593228% 2.05179007794311% -2.59179505187005% -2.06093039252276% 0%
t.pure -27.6853384947599% -9.11143564996419% -3.31395678083531% -6.19625227027373% -2.65238634937558% 3.28947736991624%
t.frs4 -22.3244025295123% -10.5930728265758% -3.22983342008949% -3.24135512364595% -4.39248367207861% 1.36638236478908%
t.frs3 -19.9821281018179% -4.55562759354224% 2.27677382043526% 0.323993555186203% -0.817330307811909% 3.75072614101558%
t.frs2 -16.613192987354% -0.0875134949542886% 2.67062779178917% -2.86414289796887% -2.90888677337264% 0.925151603833292%
t.frs1 -9.83952778988743% -2.02915319101731% -2.59056773687926% -3.88416002091426% -5.05052390320044% -1.15141664144769%
t.eqwt -8.66243805832164% -6.38164728370061% -5.86269594224171% -3.38820231975362% -2.93694817594566% -0.71966122837239%
t.sort -13.6182939248041% -12.0355473902337% -1.83747122636443% -4.09601343055271% -1.7887555660553% 1.11811439277907%
t.rpba -6.56184456823716% -5.74821337333836% -5.68126639027697% -2.91322867958959% -1.93554524721242% 0.7684886320222%
t.mvar -4.15128378840632% -3.63441182453951% -6.00599573404293% -2.02970681483471% 0.506799837510128% 3.42570194241731%
t.madm -2.45800065960415% -5.61277638722088% -7.79711472117677% -2.64361243587507% 0.252218163688772% 3.13539203349962%
t.dist -8.59104248567647% -7.45619000092618% -11.1156850314497% -5.38613219143844% -4.62514934839201% 0.275033399191292%
t.mdiv -6.1594476658381% -8.79814965690413% -10.3448380407226% -6.13573770786779% -2.70410052420059% 1.1501298961726%
t.coco -4.64684540791329% -8.50663801663281% -7.63401479422673% -5.18573998502444% -2.41017683849803% 1.17311757714149%
t.aaaf 14.6220703626933% -0.122013586844411% 4.45737169501604% 4.13038370915809% 6.94606827423948% 7.68353953615619%
t.aaae -3.79260561830991% -8.19149691882702% -2.10771176822339% -3.25754629316821% -2.14288476095778% 2.92465818565687%
t.aaad -7.7084263257333% -7.64726372503215% -0.824783587331776% -3.86446205660381% -2.19063290143059% 3.48044519523307%
t.aaac 11.1521098243358% -9.88680115217637% -7.6431511617701% -5.78589541375077% -4.23311017788714% 2.06297220774676%
t.aaab 9.78295997187377% -10.0976619252049% -7.48909943959571% -5.6281091836464% -4.04472632143513% 2.18168370362958%
t.aaaa 7.11231079003949% -6.48607138334954% -3.21599534649307% -3.0129215878517% -2.83208284607484% 2.70432979858784%
Alpha
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 0.4% -5.2% 1.7% -0.3% 1.6% 5.5%
Peer Group* average
60% Equity / 40% Bonds -5.3% -4.3% -2.9% -1.1% -0.2% 0.4%
Global Equities (ACWI) -4.6% -3.3% -3.4% -3.1% -4.4%  
U.S. Equities (SPY) 0.0% 0.0% 0.0% 0.0% 0.0% 0.0%
U.S. Bonds (BND) -10.3% -8.6% -6.0% -2.1% -0.1% 0.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 11.0134788815896% -1.5446409839005% 1.79013887326465% 0.525402878961247% 2.9779378388221% 0%
t.dbnd -2.37018569330909% -1.06139410036858% 0.332254382709604% 1.24375029899981% 0% 0%
t.qaro 8.31270839451433% -0.376210495452769% -0.77200346242872% 0.487572798201596% 0.60022686119085% 1.27527042809459%
t.acap 6.3659289214845% -5.693945188816% -6.36928793531807% -2.21072665519% -0.0151813299062544% 2.59409181307738%
t.trdd -0.407462438694079% -10.0119037326006% -5.56855292758743% -2.65480867464143% 1.58380101778608% 4.08116593983559%
t.shar -0.43079961340997% -6.98275764657826% 1.31912409575419% 0.422378030979507% 3.825761592998% 5.11703474666904%
t.tris 1.15463402174416% -3.31856792163234% 0.166973700273707% -0.750947070934284% 1.74855943802743% 4.00265531125371%
t.tret 2.49753106661644% -9.08752207727928% -5.26278481483856% -1.97800453011146% 1.97856181762107% 4.36822854995049%
t.rsop -3.69381422089346% -4.7607752301772% -4.03754495268633% -1.54478674449689% -0.678598220370791% 1.07649280982403%
t.rpcl -0.195930758040106% -4.59177743293751% -5.86840218962746% -1.12759384652648% 0.864490737800299% 3.30983126563805%
t.risd -2.92477749089554% -3.25838292503781% -2.04570013195199% 1.29234977014011% 3.51511641165233% 4.35435104408358%
t.mva3 1.0953299839331% -3.18011482639877% -2.19581617959384% 1.06106948754512% 3.25075042675562% 4.71445515363649%
t.mva2 -3.25366833520783% -4.80838882718598% -3.8031796936589% 0.162713361048187% 2.5341876697903% 4.14748338858472%
t.mca2 -4.32432411875469% -5.39478437080355% -4.34356079226944% -0.847957025762448% 1.00003854413899% 2.86348850287289%
t.mca1 -4.92645035411075% -6.27025082371352% -4.70467121757909% -0.764465507704827% 1.22367218494596% 2.93689197020726%
t.madd 1.84508223825205% -3.33516344598617% -3.02890606303732% 1.00843133056163% 3.58258709428312% 4.54331417282464%
t.loss 14.4846965929057% -2.34431213614207% -1.84814542372012% 1.25614634614931% 3.72508208439676% 4.23057688532488%
t.eqrc -4.72706628736238% -5.81633038977997% -4.7679267689432% -1.0727192230744% 1.02609642496609% 2.89989820760417%
t.cvar 12.798734997949% -0.892586270516573% -1.66150543215367% 1.54151872238071% 3.83072086003359% 4.20072344561717%
t.cdar -15.7709405124869% -4.83325594581648% -1.91480907474064% 0.282291974579926% 3.67078537602178% 4.79203418564346%
t.srt3 2.89384400985682% 0.91119146673554% 5.87494372512454% 2.35739747083782% 2.95177936792571% 0%
t.srt5 8.70470881276742% 3.11005648649148% 5.2195235863079% 0.894585661343491% 0.808844508981501% 0%
t.srrs 0.302125616720115% -0.925932169102712% 2.32740605662083% 0.791726319614718% 1.07285361150257% 0%
t.srqr 0% 34.9539228482614% 15.0440558918943% 2.80744483066021% 5.21721748560238% 0%
t.pure -33.5946720850701% -9.65806520975677% 0.317719899952154% -1.64975186553324% 4.97273575547903% 9.89109490777806%
t.frs4 -6.5705105046282% -4.48372754940404% 0.65411548781691% 0.374548924709792% -0.0503786255215539% 2.6507666788325%
t.frs3 -5.81845749361391% -1.90168228855446% 3.88105861808801% 2.45855554861598% 2.18783618564511% 4.61501378819009%
t.frs2 -1.04266610487362% 0.98279243895% 4.87573041782654% 0.921245021153092% 1.15480939853729% 3.51583528601696%
t.frs1 -0.147756355489104% -0.0474238371062001% 3.05033695689777% 1.59078290551358% 0.812264972119329% 3.91935339588374%
t.eqwt -5.21606558552745% -5.6150606482454% -4.37119563473881% -2.04552711070438% -1.53616811242694% 0.0180671128985121%
t.sort -3.25103240966476% -7.26590279396649% 1.52024606279281% 0.264768117738281% 3.50046207629316% 4.86571268353961%
t.rpba -3.04126527307429% -4.71647655184263% -3.88593194293002% -1.37358139289189% -0.438493888653902% 1.37371651048525%
t.mvar 0.821508207744699% -1.88170718197146% -1.88295209453359% 1.3406983991651% 3.80232443123157% 4.71765646292139%
t.madm 1.84508223825205% -3.33516344598617% -3.02890606303732% 1.00843133056163% 3.60371015421973% 4.55998626342315%
t.dist -1.30243068103495% -5.65455939226269% -6.7976042933601% -1.50261381125296% 0.290019253005271% 2.64932032590653%
t.mdiv -1.71182099461704% -6.57889519552273% -5.3931024970352% -1.60376205395194% 1.92091106309272% 3.37819040105976%
t.coco -0.630351592663022% -6.77892500234896% -4.19324524231788% -1.70273730821862% 1.28339742041355% 2.71573013028352%
t.aaaf 11.8177046652082% 0.662658146953459% 5.37469256616385% 5.52773032866832% 8.17598539025746% 8.42438758018939%
t.aaae 4.63565510075184% -5.85797633919155% -0.281498053634452% -0.847531617913262% 0.524542653105234% 4.06456678190449%
t.aaad 0.382759017711793% -5.23965135350643% 1.67898226871968% -0.346434769153167% 1.59110963141133% 5.52224397198942%
t.aaac 10.2081026574549% -6.90354126770465% -3.11310392696179% -1.47294913013115% 0.586451968156029% 4.28476685416674%
t.aaab 9.31551520592172% -7.0367013167598% -3.05216979931898% -1.38644760522742% 0.70186430191572% 4.34997489884569%
t.aaaa 8.43613466223264% -3.95676753129121% -0.0348956980414528% 0.385208887276669% 1.55083882486435% 4.72188852533435%
Sharpe
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 2.00 -0.14 0.62 0.49 0.73 0.82
Peer Group* average
60% Equity / 40% Bonds 1.99 -0.04 0.46 0.60 0.82 0.62
Global Equities (ACWI) 2.11 0.10 0.50 0.52 0.59  
U.S. Equities (SPY) 2.46 0.29 0.69 0.73 0.88 0.62
U.S. Bonds (BND) 0.70 -0.85 -0.46 -0.09 0.21 0.28
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 3.28874354252572 -0.0610232079002085 0.523788889384823 0.292424352561648 0.569180438453303 0
t.dbnd 1.64719469880844 0.0903440574806203 0.432513681286796 0.509987884173268 0 0
t.qaro 2.52291940607829 0.212633146994752 0.427149875296747 0.423417726385005 0.459314401142673 0.374139309229256
t.acap 2.51468225136411 -0.198710158132251 0.103065578737426 0.336578558291307 0.623812893299638 0.615890665570944
t.trdd 1.85542843701704 -0.514049927699859 0.107376660655572 0.271854348652974 0.673290706558808 0.69505946851857
t.shar 1.81388451152347 -0.357485453861823 0.56630553605632 0.48786026716877 0.798853095311253 0.706143529007729
t.tris 2.11337407852741 -0.0518111224800458 0.464991272987989 0.35853438072365 0.580320527432525 0.637750217829041
t.tret 2.08419857409662 -0.434891212848682 0.130875751062356 0.329346652963909 0.719517869072859 0.729781615998533
t.rsop 1.98225187328795 -0.0309541652025128 0.387303141506726 0.532292165442139 0.732716579685888 0.636796502729989
t.rpcl 1.98749755650509 -0.0810339101257743 0.13814478558334 0.394640138054393 0.59117687790218 0.643619374164492
t.risd 1.81881244986195 -0.0332456755841145 0.337137299630821 0.572714574244552 0.85268722353576 0.763327383698876
t.mva3 2.34108333862982 -0.00520837995017324 0.366630847729904 0.57753512542542 0.866566658385507 0.811176435848109
t.mva2 1.85555550674586 -0.130569431510384 0.209899192086011 0.439768077384761 0.706729971900461 0.690180690115568
t.mca2 1.89232845786584 -0.11805508159158 0.264395892790193 0.467228343073292 0.699119426499809 0.678467787109597
t.mca1 1.76546016241946 -0.205545916046507 0.189965471109523 0.408871006425768 0.65490135742628 0.650549119531615
t.madd 2.35860293422386 -0.0349376634417306 0.272129122183533 0.548403675022073 0.8710522131224 0.786956909563482
t.loss 2.7968942718075 0.00743923220309922 0.304232317373249 0.548680274341377 0.839157899111427 0.740130175336616
t.eqrc 1.88509581687262 -0.132155102183588 0.25338838709248 0.473268431052449 0.736645653346385 0.705374737618731
t.cvar 2.83905350967977 0.117389509514275 0.285617924126264 0.536783960863554 0.811070640377405 0.713285544137732
t.cdar 1.01208571224272 -0.137873001069912 0.336328340590271 0.488964380349424 0.8375539044202 0.748452809591125
t.srt3 1.64681346261397 0.231033917778653 0.72691968747615 0.629322937621596 0.771635889105463 0
t.srt5 2.62014120935276 0.412749793789233 0.858301535157491 0.706707574499973 0.832225385007983 0
t.srrs 2.02817700047481 0.175647375290398 0.716133603306125 0.673289759715383 0.827833871652027 0
t.srqr 2.86655964903744 0.907321541118686 0.86710876189274 0.664828893365046 0.814208313037868 0
t.pure 0.477253719429657 -0.199788366290755 0.535721696601379 0.372104885970733 0.723844456052943 0.826477843515486
t.frs4 0.880135871094676 -0.324097227863597 0.486000996353044 0.501114810226786 0.583821938488769 0.682546559521568
t.frs3 1.06147295281541 0.00957880162279552 0.761997800241917 0.722817859792218 0.814887846998853 0.833598060054719
t.frs2 1.31405448660074 0.250935502028101 0.786621565678712 0.54213609898925 0.690466246883012 0.669606031933853
t.frs1 1.80769266775482 0.175303224573615 0.555540224529155 0.496640541630556 0.569153232453931 0.554786888983703
t.eqwt 1.87108748315743 -0.0624557143375337 0.386996414655468 0.516624675394215 0.689199728810498 0.572271820736893
t.sort 1.55232945188871 -0.381590170889935 0.566243020601866 0.465396961267168 0.75276571001337 0.67596330401918
t.rpba 2.0247326577047 -0.0318105465282866 0.392111727230147 0.541205056235536 0.747800721939722 0.656409693710142
t.mvar 2.23055731926842 0.0715957298426396 0.363878763564308 0.585860117752073 0.889625581001233 0.806190582105639
t.madm 2.35860293422386 -0.0349376634417306 0.272129122183533 0.548403675022073 0.87308298894008 0.788469589687705
t.dist 1.87775908846513 -0.127952382673219 0.110757289021394 0.390439659913437 0.576758042462538 0.622031171414164
t.mdiv 2.06877864309236 -0.202266670831074 0.145866410170993 0.339518517798983 0.689864121100731 0.668593162317569
t.coco 2.16652366753094 -0.183513046706059 0.288249438158923 0.399775642331741 0.710017837164325 0.672714733742025
t.aaaf 3.55177230529254 0.251775038138307 0.868306811963121 0.94726386906175 1.281839279491 1.06642274279291
t.aaae 2.25463858575368 -0.17256365392608 0.56498169875568 0.520967955931893 0.73511948571071 0.787136934591662
t.aaad 2.00275185197119 -0.140648576161516 0.62424580307242 0.486020915029824 0.733480666045902 0.820635632591423
t.aaac 3.39834312894351 -0.268935973265341 0.291985416163496 0.368501761765803 0.604953147732471 0.732518749158672
t.aaab 3.30365630908828 -0.281076508100783 0.298998007812615 0.377640230975592 0.616607391013529 0.739612645271189
t.aaaa 3.07672563736495 -0.084167824024894 0.507956526336258 0.532658375947713 0.691622462283301 0.770659908515177
Sortino
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 4.12 -0.18 0.95 0.73 1.15 1.34
Peer Group* average
60% Equity / 40% Bonds 4.33 -0.06 0.66 0.88 1.27 0.91
Global Equities (ACWI) 5.12 0.14 0.74 0.77 0.89  
U.S. Equities (SPY) 6.06 0.41 1.05 1.12 1.39 0.92
U.S. Bonds (BND) 4.33 -0.06 0.66 0.88 1.27 0.91
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 10.0490736994396 -0.0797024000615623 0.811919946181881 0.428633596490141 0.963385319134119 0
t.dbnd 7.05235046350124 0.136939907000908 0.692619863069766 0.82777133616571 0 0
t.qaro 9.28206609062705 0.332885709804178 0.70812922651665 0.691416914450061 0.728785219339319 0.593067776787486
t.acap 6.42910190517579 -0.26338755149314 0.13776439145351 0.467122421506678 0.926815648947528 0.923639610676041
t.trdd 3.31278709981531 -0.609412037397431 0.149404994981072 0.383497770772009 1.02072994731522 1.11735412411491
t.shar 3.43109104650959 -0.428053919412105 0.892847016272196 0.762185435789307 1.35428877350497 1.20400084540989
t.tris 4.13929250052934 -0.0708130065835103 0.715785555540243 0.540022651806171 0.933084800927453 1.05234978420166
t.tret 4.01861458017141 -0.525077594708743 0.181755241394393 0.464795586364714 1.08401123276813 1.17062642683136
t.rsop 4.6909869148307 -0.0427435054284037 0.564856427831824 0.793496652547283 1.15447435742535 0.954278266343218
t.rpcl 4.89162017487034 -0.11504202601022 0.199617583427186 0.593937178088191 0.930769594198434 1.03050669513529
t.risd 3.31949669869453 -0.045750560052202 0.511004409349762 0.901770780782991 1.40103123921866 1.24370345905564
t.mva3 5.70780154721293 -0.00733910785571066 0.559572485120464 0.913049872933956 1.45343058007357 1.37842952368266
t.mva2 3.86982789518569 -0.180142677776999 0.310184199096636 0.681280862967444 1.14898895579996 1.15075868854698
t.mca2 4.19127469896069 -0.162550717202308 0.389691854545171 0.70907741323462 1.10605825378041 1.0678791482965
t.mca1 3.67861773749864 -0.279039840155146 0.278242968072574 0.622699012948706 1.04281337791594 1.03008030975648
t.madd 5.29216172750233 -0.0481046557136212 0.401193721332352 0.850183113058631 1.4203763251586 1.27972950784963
t.loss 7.21050207934445 0.0109434656524012 0.473372700724375 0.866623207734731 1.40199392952994 1.19797943146117
t.eqrc 4.18253683159441 -0.180387462745646 0.368844114098744 0.710979713939973 1.15736091972422 1.09899529596335
t.cvar 11.5172370089755 0.173250550315594 0.44273660559365 0.840298585820107 1.34219070241138 1.18418866321542
t.cdar 1.74230079898997 -0.186232496762556 0.496563135264635 0.73765586559846 1.34945564489869 1.19971898301416
t.srt3 3.51616742127888 0.362754730572778 1.37815315989754 1.03281854286633 1.3229244559657 0
t.srt5 7.28095773124676 0.597384653874334 1.39821060203556 1.09962898727975 1.29575976047517 0
t.srrs 4.34537307021363 0.250337767785454 1.13116075789497 1.01004966365752 1.2708515512989 0
t.srqr 9.61794076368188 1.74559495596084 1.62631258245942 1.15233308609565 1.43679913566474 0
t.pure 0.816333322884958 -0.273546057318319 0.882900323223728 0.593840544418228 1.23141158497155 1.46964172858037
t.frs4 1.41741967882909 -0.426529554148416 0.774143020759162 0.770879609941786 0.901944908855491 1.0742176224125
t.frs3 1.78060946715508 0.0139975408971119 1.33727620346931 1.18305216949657 1.34899892914125 1.35488618874651
t.frs2 2.51818790473915 0.37497185239592 1.28016786000615 0.799207627279304 1.06138628014159 1.00294739888228
t.frs1 3.22080101157742 0.24653492229111 0.875422171354912 0.752165303235315 0.859117485995185 0.85230794001982
t.eqwt 4.30246132493634 -0.0854550134445847 0.561518099294476 0.766476199713625 1.07744605421239 0.844591768973051
t.sort 2.71637685398745 -0.456264489584498 0.919234754359171 0.740503941519893 1.28246425638433 1.15075407206602
t.rpba 4.84566224555838 -0.0438844367392462 0.57278141442429 0.8071156602095 1.18116715858717 0.988964767358694
t.mvar 4.78183312269416 0.100691024318456 0.550693426376246 0.92223483503065 1.46883883200161 1.32247884598945
t.madm 5.29216172750233 -0.0481046557136212 0.401193721332352 0.850183113058631 1.42469863580247 1.28282361758215
t.dist 4.6351723406681 -0.179279027132534 0.155849301573477 0.575761055371521 0.887664523766256 0.945750361260607
t.mdiv 4.67891573395466 -0.277534096825228 0.213447462539826 0.502646160473927 1.0753401314335 1.04178374807315
t.coco 5.46764241438081 -0.253787841492228 0.434050728400958 0.60192205884358 1.11923302005983 1.02366212333635
t.aaaf 11.143237557009 0.36548850250193 1.43311108747145 1.54512647115775 2.28000247859425 1.89064724733318
t.aaae 6.6023566053257 -0.222786873880724 0.863123756602406 0.771840938601714 1.15242152065843 1.25904894185122
t.aaad 4.1194926451335 -0.180885788355828 0.954947045658285 0.729702087257287 1.15018812589916 1.34198461943705
t.aaac 10.9746605152798 -0.34089488971155 0.430924667005966 0.541711540687735 0.934780654978307 1.19272876801491
t.aaab 12.6873256733783 -0.354965083707186 0.437897434973175 0.552500138113103 0.952160762559365 1.20286272020418
t.aaaa 16.36631890044 -0.110162264046812 0.77261988041013 0.800549480560356 1.10361365432583 1.30643758469904


  Compare: Risk & Volatility

for period ending October 31, 2024

Maximum Drawdown
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 1.8% 23.7% 23.9% 23.9% 23.9% 23.9%
Peer Group* average
60% Equity / 40% Bonds 3.6% 20.7% 20.7% 20.7% 20.7% 32.2%
Global Equities (ACWI) 3.6% 25.7% 25.7% 25.7% 25.7%  
U.S. Equities (SPY) 4.0% 23.9% 23.9% 23.9% 23.9% 50.8%
U.S. Bonds (BND) 3.1% 15.8% 17.3% 17.3% 17.3% 17.3%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.7% 10% 13.1% 13.8% 13.8% 0%
t.dbnd 0.9% 10.8% 10.8% 10.8% 0% 0%
t.qaro 2.4% 17.8% 18.6% 18.6% 18.6% 18.6%
t.acap 3% 25.2% 25.2% 25.2% 25.2% 25.2%
t.trdd 3.1% 27.2% 27.2% 27.2% 27.2% 27.2%
t.shar 2.4% 22.1% 22.1% 22.1% 22.1% 22.1%
t.tris 2.7% 21.4% 21.4% 21.4% 21.4% 21.4%
t.tret 2.9% 27.2% 27.2% 27.2% 27.2% 27.2%
t.rsop 3.3% 24.7% 24.7% 24.7% 24.7% 33.1%
t.rpcl 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.risd 3.8% 24.4% 24.4% 24.4% 24.4% 24.4%
t.mva3 2.5% 22.9% 22.9% 22.9% 22.9% 22.9%
t.mva2 2.7% 22.5% 22.5% 22.5% 22.5% 22.5%
t.mca2 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.mca1 3.2% 23.4% 23.4% 23.4% 23.4% 23.4%
t.madd 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.loss 2% 23.8% 23.8% 23.8% 23.8% 23.8%
t.eqrc 3.2% 24.4% 24.4% 24.4% 24.4% 24.4%
t.cvar 1.3% 25.9% 27% 27% 27% 27%
t.cdar 4.3% 24.6% 26.3% 26.3% 26.3% 26.3%
t.srt3 5.1% 15.2% 15.2% 20.2% 20.2% 0%
t.srt5 4.7% 16.3% 16.3% 16.3% 27.5% 0%
t.srrs 3.1% 11.9% 11.9% 11.9% 16.8% 0%
t.srqr 9.6% 30.4% 30.4% 50.7% 50.7% 0%
t.pure 6% 34.9% 34.9% 34.9% 34.9% 34.9%
t.frs4 3.4% 9% 9% 9% 10.2% 12.6%
t.frs3 5.1% 9.5% 9.5% 9.5% 14.2% 17.3%
t.frs2 3.6% 10% 10% 14.9% 16.3% 26.1%
t.frs1 4% 18.4% 18.4% 18.4% 22.6% 25%
t.eqwt 3.8% 25.5% 25.5% 25.5% 25.5% 42.1%
t.sort 2.6% 22.1% 22.3% 22.3% 22.3% 22.3%
t.rpba 3.2% 25% 25% 25% 25% 31.2%
t.mvar 2.9% 24.5% 24.5% 24.5% 24.5% 24.5%
t.madm 2.3% 26.4% 26.4% 26.4% 26.4% 26.4%
t.dist 2.8% 24.3% 24.3% 24.3% 24.3% 24.3%
t.mdiv 2.7% 26.9% 26.9% 26.9% 26.9% 26.9%
t.coco 2.5% 26.8% 26.8% 26.8% 26.8% 26.8%
t.aaaf 1.3% 18.9% 18.9% 18.9% 18.9% 18.9%
t.aaae 2% 24% 25.3% 25.3% 25.3% 25.3%
t.aaad 1.8% 23.7% 23.9% 23.9% 23.9% 23.9%
t.aaac 1.3% 25.2% 27.5% 27.5% 27.5% 27.5%
t.aaab 1% 25.3% 27.6% 27.6% 27.6% 27.6%
t.aaaa 0.4% 23.5% 25.3% 25.3% 25.3% 25.3%
Standard Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 7.1% 13.6% 15.8% 13.1% 13.1% 14.0%
Peer Group* average
60% Equity / 40% Bonds 11.4% 13.3% 13.9% 11.2% 10.5% 10.6%
Global Equities (ACWI) 14.2% 17.6% 19.3% 16.1% 16.4%  
U.S. Equities (SPY) 14.8% 18.7% 20.8% 17.2% 16.6% 16.6%
U.S. Bonds (BND) 7.9% 7.5% 6.4% 5.2% 4.6% 4.6%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 5.2% 6.9% 7% 6.9% 7.5% 0%
t.dbnd 9% 9.7% 8.1% 6.2% 0% 0%
t.qaro 14.2% 14% 13.4% 11.3% 10.6% 10.6%
t.acap 13% 12.8% 13.2% 11.1% 11.4% 11.8%
t.trdd 8.9% 12.6% 13.1% 11.4% 10.7% 11.3%
t.shar 8.2% 11.3% 14.1% 11.9% 11.9% 13.2%
t.tris 8.3% 12.6% 13.2% 11.5% 11.5% 12%
t.tret 9.3% 12.9% 13.1% 11.4% 10.6% 11.1%
t.rsop 14.1% 15.6% 15.9% 12.7% 12.4% 13.1%
t.rpcl 13.4% 14.1% 13.6% 11.3% 10.8% 11%
t.risd 10.5% 13.1% 12.7% 10.4% 9.7% 10.1%
t.mva3 11% 13.4% 12.9% 10.7% 10.2% 10.6%
t.mva2 11.3% 13% 12.3% 10.5% 10% 10.5%
t.mca2 13.3% 14.1% 13.4% 11% 10.2% 10.6%
t.mca1 12.5% 13.5% 12.8% 10.8% 10.1% 10.5%
t.madd 9.9% 13.2% 12.5% 10.3% 9.5% 10%
t.loss 9.2% 12.9% 12.4% 10.5% 9.9% 10.5%
t.eqrc 13.4% 14.4% 13.6% 11.1% 10.2% 10.7%
t.cvar 10.3% 13.7% 12.8% 10.5% 10% 10.4%
t.cdar 14.3% 13.8% 13.4% 11.1% 10.6% 11.4%
t.srt3 17.9% 14.9% 18% 16% 15.2% 0%
t.srt5 20.3% 20.9% 22.3% 18.1% 19% 0%
t.srrs 10.7% 14% 14.9% 12.7% 12.4% 0%
t.srqr 125.8% 85.7% 66.1% 47.9% 43.7% 0%
t.pure 16.6% 19.6% 23.2% 19% 18.9% 21.3%
t.frs4 9.5% 8.4% 9.8% 7.8% 8.8% 8.9%
t.frs3 12.8% 10.6% 11.4% 9.4% 10.3% 10.6%
t.frs2 11.7% 12% 12.6% 11.1% 11.8% 12.7%
t.frs1 12.4% 17.3% 17.9% 15% 15.4% 16.5%
t.eqwt 15.1% 16.2% 16.6% 13.5% 13.2% 14.4%
t.sort 8.2% 11.3% 14.6% 12.2% 12.3% 13.5%
t.rpba 14% 15.5% 15.7% 12.6% 12.4% 12.9%
t.mvar 10.6% 13.5% 13% 10.6% 9.7% 10%
t.madm 9.9% 13.2% 12.5% 10.3% 9.5% 10%
t.dist 14.7% 14.7% 14.2% 11.9% 11.3% 11.5%
t.mdiv 12.3% 14.4% 13.4% 10.9% 10.1% 10.5%
t.coco 13% 15.1% 14.5% 11.5% 10.6% 11%
t.aaaf 9.4% 12.8% 12.9% 11.1% 11% 12.2%
t.aaae 10.4% 13.4% 15.4% 12.5% 12.2% 13.2%
t.aaad 7.1% 13.6% 15.8% 13.1% 13.1% 14%
t.aaac 6.6% 13.4% 14.8% 12.1% 11.8% 12.2%
t.aaab 6.5% 13.3% 14.6% 12% 11.8% 12.1%
t.aaaa 7.8% 12.6% 14% 11.5% 11.5% 12.1%
Downside Deviation
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 2.8% 9.6% 9.6% 8.3% 8.0% 8.2%
Peer Group* average
60% Equity / 40% Bonds 4.8% 9.1% 9.0% 7.1% 6.5% 7.0%
Global Equities (ACWI) 5.4% 11.6% 12.5% 10.5% 10.5%  
U.S. Equities (SPY) 5.6% 12.2% 13.0% 10.8% 10.2% 11.0%
U.S. Bonds (BND) 4.1% 5.4% 4.5% 3.4% 3.0% 2.8%
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 1.1% 4.5% 4% 4.4% 4.2% 0%
t.dbnd 1.3% 5.2% 4.1% 3.2% 0% 0%
t.qaro 3.3% 7.8% 7.3% 6.4% 6.3% 6.3%
t.acap 4.5% 8.7% 9.3% 7.6% 7.4% 7.6%
t.trdd 4.5% 9.7% 8.7% 7.6% 6.7% 6.6%
t.shar 3.8% 8.6% 8.1% 7.1% 6.6% 7.4%
t.tris 3.7% 8.2% 7.9% 7.2% 6.8% 6.9%
t.tret 4.3% 9.8% 8.7% 7.6% 6.6% 6.5%
t.rsop 5.3% 10.2% 10.2% 8% 7.5% 8.4%
t.rpcl 4.8% 8.8% 8.7% 7% 6.5% 6.5%
t.risd 5.3% 8.5% 7.6% 6.1% 5.4% 5.8%
t.mva3 3.9% 8.4% 7.7% 6.2% 5.7% 5.9%
t.mva2 4.8% 8.4% 7.5% 6.3% 5.7% 5.9%
t.mca2 5.4% 9.2% 8.3% 6.7% 6% 6.4%
t.mca1 5.4% 8.9% 8% 6.5% 5.9% 6.3%
t.madd 3.8% 8.5% 7.7% 6.1% 5.4% 5.8%
t.loss 3% 7.8% 7.4% 6.2% 5.6% 6.2%
t.eqrc 5.4% 9.5% 8.6% 6.8% 6.1% 6.5%
t.cvar 1.8% 8.2% 7.5% 6.2% 5.7% 5.9%
t.cdar 7.8% 9.2% 8.3% 6.8% 6.1% 6.8%
t.srt3 7.9% 8.7% 8.9% 9.4% 8.6% 0%
t.srt5 7% 13.5% 13% 11.2% 11.9% 0%
t.srrs 4.4% 8.8% 8.8% 8% 7.8% 0%
t.srqr 36.1% 41.8% 33.4% 26.6% 24% 0%
t.pure 9.2% 13.4% 13.3% 11.4% 10.7% 11.6%
t.frs4 5.4% 5.5% 5.5% 4.7% 5.4% 5.4%
t.frs3 7.2% 6.2% 5.8% 5.3% 5.9% 6.2%
t.frs2 5.5% 7% 7% 7.1% 7.4% 8.2%
t.frs1 6.5% 11.5% 10.8% 9.5% 9.9% 10.4%
t.eqwt 5.9% 10.8% 10.8% 8.6% 8.1% 9.5%
t.sort 4.1% 8.5% 8.1% 7.1% 6.8% 7.5%
t.rpba 5.2% 10.2% 10.1% 7.9% 7.4% 8.3%
t.mvar 4.4% 8.5% 7.8% 6.1% 5.4% 5.7%
t.madm 3.8% 8.5% 7.7% 6.1% 5.4% 5.8%
t.dist 5.3% 9.4% 9.4% 7.5% 6.9% 7.2%
t.mdiv 4.8% 9.4% 8.4% 6.8% 6.1% 6.3%
t.coco 4.5% 9.8% 8.8% 7.1% 6.3% 6.9%
t.aaaf 2.4% 7.7% 7% 6.2% 5.8% 6.5%
t.aaae 2.9% 9.5% 9.4% 8% 7.4% 7.9%
t.aaad 2.8% 9.6% 9.6% 8.3% 8% 8.2%
t.aaac 1.6% 9.8% 9.5% 7.8% 7.4% 7.2%
t.aaab 1.2% 9.8% 9.4% 7.8% 7.3% 7.2%
t.aaaa 0.7% 8.8% 8.6% 7.2% 6.9% 6.8%
Beta
  1 year 3 year 5 year 10 year 15 year 20 year
t.aaad 0.41 0.60 0.59 0.55 0.55 0.54
Peer Group* average
60% Equity / 40% Bonds 0.81 0.74 0.70 0.67 0.65 0.65
Global Equities (ACWI) 0.97 0.95 0.94 0.94 0.99  
U.S. Equities (SPY) 1.00 1.00 1.00 1.00 1.00 1.00
U.S. Bonds (BND) 0.81 0.74 0.70 0.67 0.65 0.65
Ranking: Peer Group* Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group Rank: Group
Ranking: All Recipes Rank: All Rank: All Rank: All Rank: All Rank: All Rank: All
* Peer Group is Tactical: DIY
t.dyhb 0.170406400645237 0.230306382068844 0.147355422653219 0.118233756029236 0.0805785918200209 0
t.dbnd 0.50707831265244 0.40882028279759 0.255656970239765 0.173405646515618 0 0
t.qaro 0.731658199651057 0.665572236507974 0.476979198899224 0.342024616490902 0.29066866674121 0.244050696311525
t.acap 0.71507098794002 0.569784955175558 0.578112822243851 0.498347200707478 0.506169512985236 0.445262428722737
t.trdd 0.495441896107219 0.54489293352999 0.51936433317904 0.480092738776108 0.400547664443246 0.354113186345998
t.shar 0.451232657125643 0.482767795625681 0.497076204675935 0.441425376633822 0.385883124744129 0.367154912655155
t.tris 0.475632427948672 0.489830994738784 0.44086422496479 0.395784465033481 0.333032359307052 0.325093030281718
t.tret 0.482413547768037 0.551199576179953 0.520420580383089 0.478816584922272 0.40071570282862 0.353120352700068
t.rsop 0.89571344832047 0.80656147447465 0.757302767802959 0.697692302187821 0.701402130604577 0.71790223333052
t.rpcl 0.754201796016257 0.636837951525566 0.577751091149916 0.46247179129476 0.387167594291709 0.353381281246522
t.risd 0.641441296998426 0.516704940029012 0.473251418401593 0.388568707796722 0.330933400222573 0.314336315839667
t.mva3 0.697181427038684 0.588369037802802 0.522265138868694 0.425532406852997 0.395139669878165 0.36650044809821
t.mva2 0.700242149972179 0.569335240801529 0.480024810476482 0.369106636184742 0.316023532612301 0.28418139151789
t.mca2 0.841314584178777 0.694876651119635 0.595722016145091 0.503627288724686 0.440075681702039 0.426695248981738
t.mca1 0.776144362981441 0.632188017079394 0.537810540751164 0.431526681834836 0.386120576267952 0.377785140374287
t.madd 0.61190963548739 0.52861761902783 0.48289276685567 0.387117348706598 0.328252181424106 0.311295764678628
t.loss 0.293035682824877 0.434250128905079 0.412065985426169 0.363685652780317 0.3118148172246 0.32718119224577
t.eqrc 0.855656624787349 0.726616695146869 0.621303861431283 0.534393756090675 0.470187914839261 0.461475835170566
t.cvar 0.432157647021937 0.441369708538483 0.385392797006024 0.330492401625733 0.291918626252369 0.293053530284964
t.cdar 0.890511998210423 0.493012201357985 0.476224314759578 0.425961161838579 0.360984452565265 0.342249594942345
t.srt3 0.716520075054028 0.406250683384489 0.450017532069395 0.58019204532741 0.573296388398393 0
t.srt5 1.12614373770149 0.930424287192977 0.915412039357156 0.923870584196925 0.991478215054075 0
t.srrs 0.613625234489375 0.66659028461507 0.607117646248344 0.637174717048497 0.648398825186864 0
t.srqr 2.77015192306483 1.97757206571109 1.60682392217648 1.57503097324845 1.49758973026036 0
t.pure 1.23438445950563 0.957335051322734 0.790672660704488 0.644146063731632 0.517295902994477 0.542869886546484
t.frs4 0.444505508185493 0.318346210285991 0.317838661104748 0.308531081062211 0.378037077202067 0.342452435382535
t.frs3 0.565791762998926 0.386476996998251 0.359395460010694 0.364491487236596 0.436095099706749 0.397529707023364
t.frs2 0.473716955823223 0.386373432768794 0.359486934994544 0.4150877532702 0.488318507972117 0.460306234941768
t.frs1 0.638841093070744 0.460595401985915 0.445716813809029 0.434508672711467 0.521162125184476 0.424059516418594
t.eqwt 0.943528212143626 0.856201496369185 0.798593178108113 0.750339302965522 0.760651138407589 0.809054641986441
t.sort 0.474445455480992 0.483493983398941 0.495020369024799 0.440505985928221 0.389432179876755 0.368408961288126
t.rpba 0.884551381394465 0.797038595009559 0.748472164220806 0.687775192995934 0.692357895793607 0.704412649557759
t.mvar 0.648928197712805 0.532007868855207 0.493469823541042 0.401136681404951 0.336597567440967 0.318633471558316
t.madm 0.61190963548739 0.52861761902783 0.48289276685567 0.387117348706598 0.328562175728077 0.311536190748473
t.dist 0.810240287067465 0.687497989306475 0.622175005714139 0.507808155654349 0.438056518725899 0.433129941558996
t.mdiv 0.771152781237718 0.646823659027927 0.547810758677648 0.443387701078217 0.359550515732539 0.347242669368582
t.coco 0.810938723727676 0.711340253018288 0.625079722882502 0.529733588386993 0.445978143100995 0.459317128160566
t.aaaf 0.570370248093986 0.506621760297906 0.425867649121224 0.393567990671672 0.389905204681802 0.387361395122977
t.aaae 0.531813068331197 0.654456691283591 0.660251134746362 0.611448682944061 0.597319658072602 0.594926445894443
t.aaad 0.408531300168416 0.598308716229552 0.591516479283624 0.54726217355915 0.552210448160419 0.538214677132186
t.aaac 0.337019479534794 0.580647820273759 0.539844422614154 0.484926451113822 0.45801610230467 0.427271068440004
t.aaab 0.343336476022793 0.578110829085586 0.540924504344621 0.484391226930655 0.457276113024964 0.427388007989144
t.aaaa 0.431694281806052 0.538666555559665 0.524175968302758 0.472687678987166 0.44545144331597 0.421488181038392


  Compare: Correlation

for period ending October 31, 2024

  1 year 3 year 5 year 10 year 15 year 20 year
to Global Stocks (ACWI) 0.82 0.80 0.76 0.70 0.68
to S&P500 (SPY) 0.74 0.77 0.75 0.68 0.67 0.64
to U.S. Bonds (BND) 0.66 0.58 0.45 0.41 0.34 0.37
to Commodities (DBC) -0.45 0.29 0.43 0.37 0.45 0.45
to Gold (GLD) 0.25 0.52 0.41 0.39 0.40 0.45


  History

Monthly Total Return
Month Dec Nov Oct Sept Aug Jul Jun May Apr Mar Feb Jan
2024 -0.1% 2.4% 2.3% 1.4% 0.6% 2.0% -1.6% 2.6% 2.9% -1.8%
2023 3.6% 3.2% -2.0% -5.1% -2.5% 3.2% 3.5% 0.7% 1.5% 5.3% -5.5% 7.7%
2022 -0.1% 3.1% 7.9% -9.8% -2.9% -1.8% -4.6% -1.9% -1.0% 4.0% -0.7% -7.3%
2021 1.5% -1.9% 5.4% -4.8% 0.1% 3.1% 2.6% 1.6% 6.4% -0.1% 6.2% 3.7%
2020 7.0% 7.1% -1.3% -4.3% 6.8% 8.3% 2.7% 2.0% 6.9% 0.4% -7.6% -1.0%
2019 3.2% -1.6% 0.7% -1.3% 6.9% 0.6% 2.7% -4.9% 3.4% 2.4% -0.5% 3.0%
2018 -0.6% -1.5% -6.1% -1.9% 4.0% 0.1% 0.9% 1.5% 0.4% -2.2% -3.5% 4.1%
2017 1.1% 0.9% 2.6% -2.0% 1.2% 2.3% -0.5% 3.5% 2.4% 0.7% 3.6% 0.7%
2016 2.9% -1.5% -2.3% 1.9% -1.9% 0.3% 3.7% -2.9% 0.7% 2.7% 0.9% -5.3%
2015 -0.7% -0.3% 4.9% -0.8% -6.7% -5.5% -1.5% -0.2% -0.8% -0.1% -1.6% 5.1%
2014 0.5% 3.3% 2.6% -2.3% 4.7% -0.6% 0.9% 1.3% -0.9% -1.1% 3.4% -2.8%
2013 2.5% 1.6% 3.7% 2.0% -2.1% 6.2% -1.6% -0.5% 2.8% 3.2% -1.0% 3.2%
2012 2.5% 1.1% -1.7% 1.9% 0.4% 2.5% 2.4% -5.7% 0.2% 2.1% 2.1% 3.2%
2011 1.3% 0.5% 3.7% -5.1% 6.3% 2.7% -2.0% -1.8% 4.0% 1.2% 4.2% 1.9%
2010 4.9% -1.1% 0.4% 5.0% 5.5% -0.8% -2.1% -7.0% 4.6% 8.5% 4.4% -7.2%
2009 -1.3% 6.0% -3.4% 5.1% 1.8% 10.1% 0.1% 9.2% 6.3% 3.4% -1.4% -7.7%
2008 9.9% 5.6% -10.6% 0.1% -0.0% -1.6% -2.6% 4.4% -0.7% -1.2% 4.5% 3.5%
2007 5.1% -2.3% 7.9% 3.6% 0.5% -0.5% 0.9% 0.4% 3.2% -0.0% -1.2% 1.1%
2006 -0.9% 4.6% 5.5% 2.2% -0.2% 1.9% -1.4% -5.0% 0.2% 4.3% -0.8% 9.1%
2005 2.6% 4.4% -5.0% 2.9% -1.8% 2.4% 4.3% 2.2% -2.8% -2.4% 4.7% -3.4%
2004 3.4% 4.4% 4.6% 0.8% 4.2% -4.7% 1.3% 2.3% -8.7% 1.1% 4.4% 1.9%
2003 4.8% 2.7% 3.1% -1.7% 6.0% 4.5% 2.1% 6.5%
Monthly Allocation
Month Allocations
202411 GLD,35.73,IYR,32.9,SPY,31.37
202410 GLD,37.81,IWM,22.62,IYR,39.57
202409 IYR,34.23,SPY,33.99,TLT,31.78
202408 IWM,25.12,IYR,32.68,SPY,42.2
202407 GLD,25.6,QQQ,30.96,SPY,43.44
202406 EFA,36.85,GLD,26.07,SPY,37.08
202405 DBC,38.01,GLD,29.2,SPY,32.79
202404 GLD,45.45,IWM,23.38,QQQ,31.17
202403 IWM,21.31,QQQ,33.4,SPY,45.29
202402 IWM,25.34,QQQ,41.74,TLT,32.92
202401 IWM,28.3,IYR,29.07,QQQ,42.63
202312 GLD,36.85,QQQ,27.5,SPY,35.65
202311 DBC,30.97,GLD,35.95,SPY,33.08
202310 DBC,39.32,QQQ,24.72,SPY,35.96
202309 IWM,27.58,QQQ,28.49,SPY,43.93
202308 IWM,26.69,QQQ,29.65,SPY,43.66
202307 EFA,35.98,QQQ,26.75,SPY,37.27
202306 GLD,33.32,QQQ,29.88,SPY,36.8
202305 EFA,38.42,QQQ,26.19,SPY,35.39
202304 EFA,37.33,GLD,36.46,QQQ,26.21
202303 EFA,43.44,QQQ,25.18,TLT,31.38
202302 EEM,34.77,EFA,36.69,IYR,28.54
202301 EEM,28.49,EFA,29.85,GLD,41.66
202212 DBC,29.62,EFA,27.68,GLD,42.7
202211 DBC,35.97,IWM,29.92,SPY,34.11
202210 IWM,32.57,QQQ,29.47,SPY,37.96
202209 IWM,32.87,QQQ,29.25,SPY,37.88
202208 DBC,29.55,IWM,27.43,TLT,43.02
202207 DBC,26.08,EEM,26.54,GLD,47.38
202206 DBC,22.24,GLD,46.29,IYR,31.47
202205 DBC,22.59,GLD,45.22,IYR,32.19
202204 DBC,22.7,GLD,42.45,IYR,34.85
202203 DBC,26.7,GLD,46.79,SPY,26.51
202202 DBC,29.82,IYR,33.25,SPY,36.93
202201 IYR,33.61,QQQ,28.84,SPY,37.55
202112 QQQ,31.37,SPY,38.42,TLT,30.21
202111 DBC,25.27,QQQ,33.89,SPY,40.84
202110 DBC,23.87,QQQ,39.99,TLT,36.14
202109 IYR,31.9,QQQ,37.35,TLT,30.75
202108 DBC,26.2,IYR,34.27,TLT,39.53
202107 DBC,31.49,IYR,37.36,QQQ,31.15
202106 DBC,24.51,IYR,37.37,SPY,38.12
202105 DBC,25.15,IYR,39.17,SPY,35.68
202104 DBC,32.4,IWM,24.71,IYR,42.89
202103 DBC,41.85,EEM,30.38,IWM,27.77
202102 DBC,41.91,EEM,31.24,IWM,26.85
202101 DBC,38.95,EEM,34.61,IWM,26.44
202012 EEM,42.51,IWM,30.92,QQQ,26.57
202011 EEM,38.07,GLD,32.41,IWM,29.52
202010 EEM,34.37,QQQ,25.64,SPY,39.99
202009 IWM,25.94,QQQ,34.66,SPY,39.4
202008 EEM,34.99,IWM,24.66,QQQ,40.35
202007 GLD,51.36,IWM,19.22,QQQ,29.42
202006 GLD,46.15,QQQ,20.82,TLT,33.03
202005 GLD,46.14,QQQ,20.57,TLT,33.29
202004 GLD,47.28,QQQ,20.89,TLT,31.83
202003 GLD,38.93,QQQ,24.97,TLT,36.1
202002 IWM,31.5,QQQ,30.69,SPY,37.81
202001 EEM,30.93,QQQ,31.64,SPY,37.43
201912 EFA,36.8,QQQ,27.52,SPY,35.68
201911 GLD,32.4,IYR,39.62,TLT,27.98
201910 GLD,29.56,IYR,39.35,TLT,31.09
201909 GLD,30.26,IYR,34.76,TLT,34.98
201908 GLD,31.31,QQQ,24.21,TLT,44.48
201907 GLD,36.25,QQQ,22.62,TLT,41.13
201906 IYR,32.63,QQQ,25.18,TLT,42.19
201905 IYR,32.99,QQQ,28.85,SPY,38.16
201904 EEM,31.23,EFA,43.07,QQQ,25.7
201903 GLD,40.04,IYR,19.82,TLT,40.14
201902 EEM,21.31,GLD,54.31,IYR,24.38
201901 EEM,16.3,GLD,40.88,TLT,42.82
201812 EEM,19.07,GLD,50.27,IYR,30.66
201811 IYR,29.02,DBC,30.71,GLD,40.27
201810 IYR,27.78,QQQ,26.13,SPY,46.09
201809 QQQ,29.13,IWM,35.19,IYR,35.68
201808 IWM,35.17,QQQ,29.16,IYR,35.67
201807 IWM,31.93,IYR,36.16,DBC,31.91
201806 IYR,35.48,DBC,37.6,IWM,26.92
201805 QQQ,18,GLD,44.17,DBC,37.83
201804 DBC,39.37,EEM,18.64,GLD,41.99
201803 QQQ,33.01,EEM,28.7,SPY,38.29
201802 EEM,24.63,SPY,46.53,QQQ,28.84
201801 DBC,24.26,IWM,27.64,SPY,48.1
201712 DBC,22.77,IWM,29.09,SPY,48.14
201711 QQQ,33.95,DBC,33.04,EEM,33.01
201710 EEM,32.92,IWM,36.57,DBC,30.51
201709 TLT,37.74,EEM,27.82,GLD,34.44
201708 QQQ,27.61,EEM,28.54,EFA,43.85
201707 TLT,36.94,EFA,35.48,EEM,27.58
201706 EFA,36.73,QQQ,38.42,EEM,24.85
201705 EFA,34.06,EEM,24.05,QQQ,41.89
201704 EEM,22.72,QQQ,39.13,EFA,38.15
201703 IWM,21.78,QQQ,33.8,SPY,44.42
201702 IWM,23.44,SPY,44.44,QQQ,32.12
201701 DBC,27.75,IWM,26.08,SPY,46.17
201612 DBC,28.2,IWM,27.9,SPY,43.9
201611 EEM,23.66,EFA,37.24,QQQ,39.1
201610 EEM,25.75,IWM,31.59,QQQ,42.66
201609 EEM,26.3,IWM,33.26,QQQ,40.44
201608 GLD,28.82,IWM,28.4,IYR,42.78
201607 DBC,25.67,IYR,36.92,TLT,37.41
201606 DBC,30.46,IWM,31.42,IYR,38.12
201605 DBC,35.96,EEM,29.48,GLD,34.56
201604 GLD,29.36,IYR,28.22,TLT,42.42
201603 GLD,30.64,IYR,29.12,TLT,40.24
201602 IYR,30.21,QQQ,26.42,TLT,43.37
201601 IYR,34.39,QQQ,30.72,SPY,34.89
201512 IYR,34.79,QQQ,30.48,SPY,34.73
201511 IYR,32.55,QQQ,24.79,TLT,42.66
201510 IYR,34.11,QQQ,25.64,TLT,40.25
201509 QQQ,28.81,SPY,34.49,TLT,36.7
201508 EFA,26.85,QQQ,32.61,SPY,40.54
201507 DBC,33.19,EEM,32.29,EFA,34.52
201506 EFA,31.23,IWM,35.56,QQQ,33.21
201505 EEM,27.23,EFA,33.92,QQQ,38.85
201504 IWM,35.24,IYR,32.42,TLT,32.34
201503 IYR,35.35,QQQ,33.36,TLT,31.29
201502 IWM,25.93,IYR,40.35,TLT,33.72
201501 IWM,23.89,IYR,39.51,TLT,36.6
201412 QQQ,27.84,SPY,33.82,TLT,38.34
201411 IYR,35.15,QQQ,27.4,TLT,37.45
201410 QQQ,30.83,SPY,37.34,TLT,31.83
201409 IWM,25.48,QQQ,35.1,SPY,39.42
201408 IYR,36.26,QQQ,28.23,SPY,35.51
201407 EEM,26.07,EFA,37.06,IYR,36.87
201406 EEM,24.04,IYR,40.11,TLT,35.85
201405 DBC,35.49,IYR,32.73,TLT,31.78
201404 IWM,23.96,IYR,37.96,TLT,38.08
201403 IWM,27.84,IYR,39.22,QQQ,32.94
201402 QQQ,30.96,SPY,35.57,TLT,33.47
201401 IWM,28.22,QQQ,33.69,SPY,38.09
201312 IWM,28.33,QQQ,33.11,SPY,38.56
201311 EEM,23.61,EFA,36.75,QQQ,39.64
201310 EFA,30.55,IWM,30.88,QQQ,38.57
201309 DBC,39.47,IWM,27.33,QQQ,33.2
201308 IWM,28.18,QQQ,36.13,SPY,35.69
201307 IWM,27.67,QQQ,35.72,SPY,36.61
201306 IWM,26.65,QQQ,34.87,SPY,38.48
201305 IWM,26.85,IYR,37.39,SPY,35.76
201304 IWM,27.55,IYR,40.15,SPY,32.3
201303 EFA,33.28,IWM,30.98,SPY,35.74
201302 EEM,33.9,EFA,36.56,IWM,29.54
201301 EEM,34.23,EFA,33.17,IWM,32.6
201212 EEM,30.16,EFA,31.62,GLD,38.22
201211 EEM,29.22,EFA,30.31,GLD,40.47
201210 DBC,32.3,EFA,30.13,IWM,37.57
201209 DBC,30.72,GLD,36.74,QQQ,32.54
201208 IYR,31.24,SPY,32.14,TLT,36.62
201207 IYR,30.87,SPY,33.75,TLT,35.38
201206 IYR,34.45,QQQ,31.91,TLT,33.64
201205 IYR,32.62,QQQ,30.73,SPY,36.65
201204 IYR,31.01,QQQ,33.43,SPY,35.56
201203 EEM,26.58,IWM,29.99,QQQ,43.43
201202 IWM,27.76,IYR,34,SPY,38.24
201201 IWM,24.07,SPY,35.35,TLT,40.58
201112 QQQ,33.11,SPY,31.56,TLT,35.33
201111 GLD,35.24,QQQ,30.19,TLT,34.57
201110 GLD,34.37,QQQ,29.8,TLT,35.83
201109 DBC,36.58,GLD,33.52,TLT,29.9
201108 GLD,35.78,IYR,28.41,TLT,35.81
201107 EFA,27.04,GLD,38.79,IYR,34.17
201106 EEM,23.77,GLD,34.25,TLT,41.98
201105 DBC,28.53,GLD,37.7,IYR,33.77
201104 DBC,31.81,IWM,30.06,IYR,38.13
201103 DBC,32.29,IWM,30.23,IYR,37.48
201102 DBC,27.82,IWM,31.99,QQQ,40.19
201101 DBC,25.88,IWM,33.8,QQQ,40.32
201012 GLD,34.65,IWM,28,QQQ,37.35
201011 DBC,33.74,EEM,30.63,QQQ,35.63
201010 EEM,33.05,EFA,29.47,TLT,37.48
201009 EEM,28.5,EFA,27.5,TLT,44
201008 GLD,39.09,IYR,18.6,TLT,42.31
201007 GLD,40.97,IYR,17.81,TLT,41.22
201006 GLD,48.32,IWM,27.85,IYR,23.83
201005 IWM,33.3,IYR,25.81,QQQ,40.89
201004 IWM,33.43,IYR,29.44,QQQ,37.13
201003 IWM,33.69,IYR,28.02,QQQ,38.29
201002 GLD,34.4,IYR,26.47,QQQ,39.13
201001 DBC,32.6,EEM,25,QQQ,42.4
200912 EEM,27.19,GLD,50.9,IYR,21.91
200911 EEM,33,EFA,42.61,IYR,24.39
200910 EEM,33.49,EFA,43.14,IYR,23.37
200909 EFA,35.2,IYR,22.2,QQQ,42.6
200908 EEM,25.73,EFA,32.18,QQQ,42.09
200907 EEM,29.64,EFA,37.14,IWM,33.22
200906 EEM,27.01,EFA,32.71,QQQ,40.28
200905 EEM,21.77,GLD,45.91,QQQ,32.32
200904 EEM,22.26,GLD,44.83,QQQ,32.91
200903 GLD,33.88,QQQ,24.99,TLT,41.13
200902 GLD,32.97,QQQ,22.3,TLT,44.73
200901 EFA,15.93,GLD,29.69,TLT,54.38
200812 GLD,26.23,SPY,18.11,TLT,55.66
200811 IWM,18.48,SPY,18.35,TLT,63.17
200810 GLD,24.97,IYR,17.24,TLT,57.79
200809 GLD,23.86,IWM,23.04,TLT,53.1
200808 DBC,29.63,IWM,35.71,QQQ,34.66
200807 DBC,30.76,IWM,37.46,QQQ,31.78
200806 DBC,34.75,EEM,28.56,QQQ,36.69
200805 DBC,37.05,IWM,35.3,IYR,27.65
200804 DBC,26.18,GLD,29.9,TLT,43.92
200803 DBC,30.67,GLD,30.1,TLT,39.23
200802 DBC,29.68,GLD,26.38,TLT,43.94
200801 DBC,42.54,EEM,19.63,GLD,37.83
200712 DBC,41.26,EEM,19.94,GLD,38.8
200711 DBC,38.72,EEM,18.93,GLD,42.35
200710 EEM,18.55,GLD,47.25,QQQ,34.2
200709 EEM,16.32,QQQ,30.75,TLT,52.93
200708 DBC,39.59,EEM,21,QQQ,39.41
200707 EEM,23.68,EFA,37,QQQ,39.32
200706 EEM,23.51,EFA,35.83,QQQ,40.66
200705 DBC,36.69,EEM,25.25,GLD,38.06
200704 EEM,23.52,EFA,40.75,GLD,35.73
200703 EEM,25.09,GLD,34.8,IYR,40.11
200702 EEM,29.04,GLD,33.89,IYR,37.07
200701 EEM,24.72,EFA,47.24,IYR,28.04
200612 IWM,31.02,IYR,34.3,QQQ,34.68
200611 EEM,24.87,IYR,42.54,QQQ,32.59
200610 EEM,20.54,EFA,38.13,IYR,41.33
200609 IYR,21.23,SPY,28.72,TLT,50.05
200608 DBC,34.75,GLD,23.61,IYR,41.64
200607 DBC,37.65,EFA,38.65,GLD,23.7
200606 DBC,31.79,EFA,43.96,GLD,24.25
200605 EEM,24.41,EFA,51.66,GLD,23.93
200604 EEM,21.6,IWM,40.36,IYR,38.04
200603 EEM,25.73,GLD,26.71,IYR,47.56
200602 EEM,28.34,GLD,29.76,IWM,41.9
200601 EEM,22.95,EFA,43.89,GLD,33.16
200512 EEM,22.45,GLD,36.36,QQQ,41.19
200511 EEM,21.07,EFA,39.61,GLD,39.32
200510 DBC,24.09,EEM,32.67,EFA,43.24
200509 DBC,29.57,EEM,34.67,IWM,35.76
200508 EEM,31.67,IWM,31.24,IYR,37.09
200507 EEM,21.58,IYR,33.88,TLT,44.54
200506 DBC,27.68,IYR,27.91,TLT,44.41
200505 DBC,30.22,EEM,23.39,TLT,46.39
200504 DBC,30.01,EEM,25.49,EFA,44.5
200503 DBC,24.16,EEM,31.42,EFA,44.42
200502 EEM,27.96,EFA,39.93,IWM,32.11
200501 EEM,29.24,EFA,42.12,IYR,28.64
200412 EEM,33.42,IWM,34.18,QQQ,32.4
200411 DBC,29.22,EEM,35.35,IYR,35.43
200410 DBC,30.94,EEM,36.02,IYR,33.04
200409 GLD,28.67,IYR,26.85,TLT,44.48
200408 DBC,24.99,IYR,26.53,TLT,48.48
200407 EFA,29.11,QQQ,27.95,SPY,42.94
200406 DBC,28.62,QQQ,28.85,SPY,42.53
200405 DBC,28.01,EFA,31.54,SPY,40.45
200404 DBC,30.18,EEM,25.36,IYR,44.46
200403 DBC,32.81,EEM,29,EFA,38.19
200402 EEM,23.24,EFA,31.49,IYR,45.27
200401 DBC,32.78,EEM,30.77,EFA,36.45
200312 EEM,37.46,IWM,32.95,QQQ,29.59
200311 EEM,31.44,EFA,41.41,IWM,27.15
200310 EEM,25.42,GLD,30.28,IYR,44.3
200309 EEM,37.61,IWM,34,QQQ,28.39
200308 EEM,36.72,IWM,35.5,QQQ,27.78
200307 EEM,32.64,EFA,35.17,IWM,32.19
200306 IWM,39.69,QQQ,25.9,SPY,34.41
200305 DBC,24.01,IYR,32.24,TLT,43.75
200304 DBC,22.78,GLD,29.6,TLT,47.62
200303 DBC,23.92,GLD,29.91,TLT,46.17
200302 EEM,41.41,GLD,42.28,QQQ,16.31
200301 GLD,44.47,QQQ,13.77,TLT,41.76
200212 DBC,60.4,IWM,22.37,QQQ,17.23
200211 DBC,32.65,GLD,33.57,TLT,33.78

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